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Regulatory Capital (Tables)
6 Months Ended
Jun. 30, 2022
Banking Regulation [Abstract]  
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios
The following table presents the risk-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of June 30, 2022 and December 31, 2021.
Standardized capital ratio requirementsAdvanced
capital ratio requirements
Well-capitalized ratios
BHC(a)
IDI(b)
BHC(a)
IDI(b)
BHC(c)
IDI(d)
Risk-based capital ratios
CET1 capital11.2 %7.0 %10.5 %7.0 %NA6.5 %
Tier 1 capital12.7 8.5 12.0 8.5 6.0 %8.0 
Total capital14.7 10.5 14.0 10.5 10.0 10.0 
Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject.
(a)Represents the regulatory capital ratio requirements applicable to the Firm. The CET1, Tier 1 and Total capital ratio requirements each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.2% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies.
(b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital ratio requirements include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge.
(c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve.
(d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act.
The following table presents the leverage-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of June 30, 2022 and December 31, 2021.
Capital ratio requirements(a)
Well-capitalized ratios
BHCIDI
BHC(b)
IDI
Leverage-based capital ratios
Tier 1 leverage4.0 %4.0 %NA5.0 %
SLR5.0 6.0 NA6.0 
Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject.
(a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively.
(b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs.
The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of June 30, 2022 and December 31, 2021, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject.
June 30, 2022
(in millions, except ratios)
Basel III StandardizedBasel III Advanced
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
Risk-based capital metrics:(a)
CET1 capital
$207,436 $263,041 $207,436 $263,041 
Tier 1 capital
239,705 263,044 239,705 263,044 
Total capital
268,339 279,857 257,329 268,368 
Risk-weighted assets1,704,893 1,631,555 1,613,210 1,461,684 
CET1 capital ratio12.2 %16.1 %12.9 %18.0 %
Tier 1 capital ratio14.1 16.1 14.9 18.0 
Total capital ratio15.7 17.2 16.0 18.4 
December 31, 2021
(in millions, except ratios)
Basel III StandardizedBasel III Advanced
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
Risk-based capital metrics:(a)
CET1 capital$213,942 $266,907 $213,942 $266,907 
Tier 1 capital246,162 266,910 246,162 266,910 
Total capital274,900 281,826 265,796 272,299 
Risk-weighted assets1,638,900 1,582,280 1,547,920 1,392,847 
CET1 capital ratio13.1 %16.9 %13.8 %19.2 %
Tier 1 capital ratio15.0 16.9 15.9 19.2 
Total capital ratio16.8 17.8 17.2 19.5 
(a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight.

Three months ended
(in millions, except ratios)
June 30, 2022December 31, 2021
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
JPMorgan
Chase & Co.
JPMorgan
Chase Bank, N.A.
Leverage-based capital metrics:(a)
Adjusted average assets(b)
$3,861,979 $3,402,079 $3,782,035 $3,334,925 
Tier 1 leverage ratio
6.2 %7.7 %6.5 %8.0 %
Total leverage exposure$4,563,099 $4,104,529 $4,571,789 $4,119,286 
SLR5.3 %6.4 %5.4 %6.5 %
(a)The capital metrics reflect the CECL capital transition provisions.
(b)Adjusted average assets, for purposes of calculating the leverage ratios, includes quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill, inclusive of estimated equity method goodwill, and other intangible assets.